+21.4%
F vs CHYM
-22.0%
+43.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.1% | +7.1% | -10.2% | -3.6% |
| 30D | 0.0% | +15.7% | -15.7% | -1.2% |
| 3M | -13.2% | +4.3% | -17.5% | -13.7% |
| 6M | -10.2% | +92.9% | -103.1% | -15.7% |
| YTD | -4.9% | +33.3% | -38.2% | -8.8% |
| 1Y | -6.1% | +74.8% | -80.9% | -11.7% |
| All | +21.4% | -22.0% | +43.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling